Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332038.5426 | 322269.2504 | 9769.2922 | -105448.9376 | 9084797.7282 | -9190246.6658 |
Total P&L (%) | 332.0385 | 322.2693 | 9.7693 | -105.4489 | 9084.7977 | -9190.2467 |
Avg Daily Profit (%) | 0.1711 | 0.1661 | 0.005 | 0 | 0.2332 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -455995 | -234857 | -302117 | -9946785 | -2670281 | -12841365 |
Profit Factor | 1.2332 | 1.4809 | 1.013 | 0.9939 | 3.2736 | 0.302 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 126 | 57 | 69 | 137 | 76 | 61 |
Losing Trades | 129 | 71 | 58 | 118 | 52 | 66 |
Profitability (%) | 49.4118 | 44.5313 | 54.3307 | 53.7255 | 59.375 | 48.0315 |
Ratio Avg Win / Avg Loss | 1.2626 | 1.8446 | 0.8515 | 0.856 | 2.2398 | 0.3267 |
Largest Winning Trade | 120390 | 120390 | 34656 | 4055707 | 4055707 | 1078854 |
Largest Losing Trade | -104372 | -51004 | -104372 | -7919648 | -1361520 | -7919648 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3671 | 1844 | 1827 | 3671 | 1844 | 1827 |
Profit Streak | 38.7811 | 45.7811 | 38.7811 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358927 | 323538 | -558193 | -578683 | 570890 | -581482 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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